#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Marketmodels;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Marketmodels.Models
{
    /// <summary> 
	/// 
	/// </summary>
    [Guid ("248178EA-EA65-4701-ADEB-329BD9B93BA4"),ComVisible(true)]
	public interface ICTSMMCapletCalibration 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Boolean Calibrate(UInt32 numberOfFactors, UInt32 maxIterations, Double tolerance, Microsoft.FSharp.Core.FSharpOption<UInt32> innerMaxIterations, Microsoft.FSharp.Core.FSharpOption<Double> innerTolerance);
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletMaxError {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletRmsError {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Models.Marketmodels.ICurveState CurveState {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double DeformationSize {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> Displacements {get;}
        /// <summary> 
		/// 
		/// </summary>
		 UInt32 Failures {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> MdlCapletVols {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> MdlSwaptionVols {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> MktCapletVols {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> MktSwaptionVols {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICTSMMCapletCalibration PerformChecks(Cephei.QL.Models.Marketmodels.IEvolutionDescription evolution, Cephei.QL.Models.Marketmodels.IPiecewiseConstantCorrelation corr, Cephei.Core.IVector<Cephei.QL.Models.Marketmodels.Models.IPiecewiseConstantVariance> displacedSwapVariances, Cephei.Core.IVector<Double> mktCapletVols, Cephei.QL.Models.Marketmodels.ICurveState cs);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix SwapPseudoRoot(UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Cephei.QL.Math.IMatrix> SwapPseudoRoots {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwaptionMaxError {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwaptionRmsError {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> TimeDependentCalibratedSwaptionVols(UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> TimeDependentUnCalibratedSwaptionVols(UInt64 i);
    }   

    /// <summary> 
	///  Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICTSMMCapletCalibration_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

